+732.3%
GLD vs DLTR
+1,321.6%
-589.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.6% | -5.3% | -2.7% |
| 7D | +2.8% | +5.0% | -2.2% | +2.8% |
| 30D | -4.0% | +18.7% | -22.7% | -3.8% |
| 3M | -8.2% | +8.9% | -17.1% | -8.2% |
| 6M | -14.8% | +49.4% | -64.3% | -14.6% |
| YTD | -6.8% | +14.5% | -21.3% | -6.8% |
| 1Y | -2.4% | +32.5% | -34.9% | -2.2% |
| 3Y | +105.8% | +23.4% | +82.3% | +106.1% |
| 5Y | +113.3% | +26.2% | +87.1% | +114.7% |
| 10Y | +208.4% | +82.4% | +126.0% | +215.7% |
| All | +732.3% | +1,321.6% | -589.3% | +820.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DLTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling